+53.0%
RSP vs KGC
+450.1%
-397.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -0.3% | +20.3% | -20.6% | -2.5% |
| 3M | +4.3% | +8.1% | -3.8% | +3.0% |
| 6M | +8.8% | -8.8% | +17.6% | +9.2% |
| YTD | +15.3% | +10.1% | +5.2% | +12.6% |
| 1Y | +18.3% | +44.2% | -25.9% | +11.2% |
| 3Y | +52.8% | +533.0% | -480.2% | +13.6% |
| All | +53.0% | +450.1% | -397.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling